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cbda4c5
1
Parent(s):
4a03ee9
Update app.py
Browse files
app.py
CHANGED
@@ -10,31 +10,6 @@ np.random.seed(0)
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def generate_plots(min_slider_samples_range,max_slider_samples_range):
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# print("slider_samples_range:",slider_samples_range)
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slider_samples_range =np.arange(min_slider_samples_range,max_slider_samples_range,1)
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n_features = 100
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repeat = 100
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lw_mse = np.zeros((slider_samples_range.size, repeat))
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oa_mse = np.zeros((slider_samples_range.size, repeat))
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lw_shrinkage = np.zeros((slider_samples_range.size, repeat))
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oa_shrinkage = np.zeros((slider_samples_range.size, repeat))
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for i, n_samples in enumerate(slider_samples_range):
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for j in range(repeat):
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X = np.dot(np.random.normal(size=(n_samples, n_features)), coloring_matrix.T)
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lw = LedoitWolf(store_precision=False, assume_centered=True)
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lw.fit(X)
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lw_mse[i, j] = lw.error_norm(real_cov, scaling=False)
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lw_shrinkage[i, j] = lw.shrinkage_
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oa = OAS(store_precision=False, assume_centered=True)
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oa.fit(X)
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oa_mse[i, j] = oa.error_norm(real_cov, scaling=False)
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oa_shrinkage[i, j] = oa.shrinkage_
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return
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@@ -133,7 +108,31 @@ with gr.Blocks(title=title, theme=gr.themes.Default(font=[gr.themes.GoogleFont("
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# output = gr.Textbox(label="Output Box")
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# greet_btn.click(fn=greet, inputs=name, outputs=output)
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gr.Label(value="Comparison of Covariance Estimators")
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generate_plots()
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#if min_slider_samples_range:
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min_slider_samples_range.change(plot_mse, outputs= gr.Plot() )
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# output = gr.Textbox(label="Output Box")
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# greet_btn.click(fn=greet, inputs=name, outputs=output)
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gr.Label(value="Comparison of Covariance Estimators")
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# generate_plots()
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# print("slider_samples_range:",slider_samples_range)
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slider_samples_range =np.arange(min_slider_samples_range,max_slider_samples_range,1)
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n_features = 100
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repeat = 100
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lw_mse = np.zeros((slider_samples_range.size, repeat))
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oa_mse = np.zeros((slider_samples_range.size, repeat))
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lw_shrinkage = np.zeros((slider_samples_range.size, repeat))
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oa_shrinkage = np.zeros((slider_samples_range.size, repeat))
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for i, n_samples in enumerate(slider_samples_range):
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for j in range(repeat):
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X = np.dot(np.random.normal(size=(n_samples, n_features)), coloring_matrix.T)
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lw = LedoitWolf(store_precision=False, assume_centered=True)
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lw.fit(X)
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lw_mse[i, j] = lw.error_norm(real_cov, scaling=False)
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lw_shrinkage[i, j] = lw.shrinkage_
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oa = OAS(store_precision=False, assume_centered=True)
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oa.fit(X)
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oa_mse[i, j] = oa.error_norm(real_cov, scaling=False)
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oa_shrinkage[i, j] = oa.shrinkage_
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#if min_slider_samples_range:
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min_slider_samples_range.change(plot_mse, outputs= gr.Plot() )
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